PolyPaths Desktop for Trading & Risk Management
PolyPaths Desktop provides an interactive, single computer solution for pricing, bond relative value analysis and portfolio risk management. The system provides a flexible, interactive tool for analysis of everything from a single bond to an entire portfolio. With Desktop, users can easily:
- Construct a portfolio interactively or via batch upload.
- Assign portfolio-wide and instrument-specific modeling assumptions.
- Customize pricing assumptions for each instrument.
- Calculate return and risk measures for portfolios of interest rate, volatility, and credit-sensitive instruments.
- Create different reports by selecting from over 1,000 descriptive and calculated fields.
- Perform additional analyses such as stress testing, price change decomposition and more.
- Mark to market end of day positions and report daily P&L.
- Automate overnight risk calculation through a batch utility.